+1,015.8%
IGV vs TEL
+723.0%
+292.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.0% |
| 7D | -4.5% | +3.0% | -7.5% | -5.9% |
| 30D | +3.2% | -3.9% | +7.1% | +5.1% |
| 3M | +4.5% | -5.1% | +9.6% | +6.6% |
| 6M | +22.1% | +0.6% | +21.5% | +18.9% |
| YTD | -1.0% | -7.3% | +6.3% | -0.3% |
| 1Y | -2.1% | +1.1% | -3.2% | -6.1% |
| 3Y | +44.6% | +63.7% | -19.1% | +6.1% |
| 5Y | +22.2% | +50.7% | -28.5% | -6.5% |
| 10Y | +364.7% | +290.2% | +74.6% | +112.4% |
| All | +1,015.8% | +723.0% | +292.8% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling